E-mini NASDAQ-100 Future September 2023


Trading Metrics calculated at close of trading on 31-Aug-2023
Day Change Summary
Previous Current
30-Aug-2023 31-Aug-2023 Change Change % Previous Week
Open 15,427.50 15,513.75 86.25 0.6% 14,762.50
High 15,522.75 15,606.75 84.00 0.5% 15,418.00
Low 15,361.50 15,460.00 98.50 0.6% 14,720.50
Close 15,501.25 15,538.50 37.25 0.2% 14,979.25
Range 161.25 146.75 -14.50 -9.0% 697.50
ATR 272.02 263.07 -8.95 -3.3% 0.00
Volume 590,194 584,743 -5,451 -0.9% 3,542,778
Daily Pivots for day following 31-Aug-2023
Classic Woodie Camarilla DeMark
R4 15,975.25 15,903.75 15,619.25
R3 15,828.50 15,757.00 15,578.75
R2 15,681.75 15,681.75 15,565.50
R1 15,610.25 15,610.25 15,552.00 15,646.00
PP 15,535.00 15,535.00 15,535.00 15,553.00
S1 15,463.50 15,463.50 15,525.00 15,499.25
S2 15,388.25 15,388.25 15,511.50
S3 15,241.50 15,316.75 15,498.25
S4 15,094.75 15,170.00 15,457.75
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 17,131.75 16,753.00 15,363.00
R3 16,434.25 16,055.50 15,171.00
R2 15,736.75 15,736.75 15,107.00
R1 15,358.00 15,358.00 15,043.25 15,547.50
PP 15,039.25 15,039.25 15,039.25 15,134.00
S1 14,660.50 14,660.50 14,915.25 14,850.00
S2 14,341.75 14,341.75 14,851.50
S3 13,644.25 13,963.00 14,787.50
S4 12,946.75 13,265.50 14,595.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,606.75 14,751.75 855.00 5.5% 227.75 1.5% 92% True False 640,278
10 15,606.75 14,609.25 997.50 6.4% 281.25 1.8% 93% True False 665,152
20 15,610.25 14,609.25 1,001.00 6.4% 269.75 1.7% 93% False False 659,344
40 16,062.75 14,609.25 1,453.50 9.4% 251.25 1.6% 64% False False 648,069
60 16,062.75 14,425.00 1,637.75 10.5% 249.75 1.6% 68% False False 607,293
80 16,062.75 13,354.25 2,708.50 17.4% 237.50 1.5% 81% False False 456,342
100 16,062.75 12,944.50 3,118.25 20.1% 229.50 1.5% 83% False False 365,192
120 16,062.75 12,181.25 3,881.50 25.0% 230.75 1.5% 86% False False 304,417
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 49.43
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 16,230.50
2.618 15,991.00
1.618 15,844.25
1.000 15,753.50
0.618 15,697.50
HIGH 15,606.75
0.618 15,550.75
0.500 15,533.50
0.382 15,516.00
LOW 15,460.00
0.618 15,369.25
1.000 15,313.25
1.618 15,222.50
2.618 15,075.75
4.250 14,836.25
Fisher Pivots for day following 31-Aug-2023
Pivot 1 day 3 day
R1 15,536.75 15,468.50
PP 15,535.00 15,398.25
S1 15,533.50 15,328.25

These figures are updated between 7pm and 10pm EST after a trading day.

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